+63.9%
CSCO vs CTVA
+22.4%
+41.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | -0.7% | +4.9% | -5.6% | -0.7% |
| 30D | -10.1% | +11.9% | -22.0% | -10.2% |
| 3M | -15.7% | +13.7% | -29.4% | -16.8% |
| 6M | +36.3% | +13.1% | +23.1% | +34.7% |
| YTD | +43.8% | +32.0% | +11.9% | +43.1% |
| 1Y | +63.9% | +22.1% | +41.9% | +61.3% |
| All | +63.9% | +22.4% | +41.5% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CTVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling